Kac's representation for empirical copula process from an asymptotic viewpoint

DOI10.1016/J.SPL.2016.12.006MaRDI QIDQ511559zbMATH OpenOpenAlexFDO

Authors Salim Bouzebda

Publication date 21 February 2017

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2016.12.006

zbMATH Keywords

Gaussian processesKac's representationmultivariate empirical copula processes

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Multivariate distribution of statistics (62H10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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Cited in

(3)

• On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
• On the covariance of the asymptotic empirical copula process
• Kac's representation from an asymptotic viewpoint

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Uses Software

• QRM

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